Traders' Roundtable

I still don't found an answer but thank you all for the input!

I have been tracking this system for almost a year now (forward testing). It took 164 trades on the S&P500 index. It's mechanical (if than else).

Thanks for you input!

Asamat thanks for your reply.

I have a problem with evaluating al the data of a system. This system has 56% winners. Expectancy of a trade = +0.3%. I have no idea what my expected risk is. How do you calculate this? 12% is the biggest drawdown I have experienced untill now after a losing streak.

A system is trading the index unleveraged long & short each day (only a position during regular trading hours) with a 3% stop (if the market goes against you). The average return is 4,5% / month. Would you consider this a good system? I would think yes ... but it occured that the system was wron...